| Trading Metrics calculated at close of trading on 16-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,730.0 |
2,742.5 |
12.5 |
0.5% |
2,541.0 |
| High |
2,773.0 |
2,799.0 |
26.0 |
0.9% |
2,773.0 |
| Low |
2,692.5 |
2,740.0 |
47.5 |
1.8% |
2,464.5 |
| Close |
2,707.0 |
2,791.0 |
84.0 |
3.1% |
2,707.0 |
| Range |
80.5 |
59.0 |
-21.5 |
-26.7% |
308.5 |
| ATR |
103.9 |
103.0 |
-0.8 |
-0.8% |
0.0 |
| Volume |
137,170 |
140,773 |
3,603 |
2.6% |
783,679 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,953.7 |
2,931.3 |
2,823.5 |
|
| R3 |
2,894.7 |
2,872.3 |
2,807.2 |
|
| R2 |
2,835.7 |
2,835.7 |
2,801.8 |
|
| R1 |
2,813.3 |
2,813.3 |
2,796.4 |
2,824.5 |
| PP |
2,776.7 |
2,776.7 |
2,776.7 |
2,782.3 |
| S1 |
2,754.3 |
2,754.3 |
2,785.6 |
2,765.5 |
| S2 |
2,717.7 |
2,717.7 |
2,780.2 |
|
| S3 |
2,658.7 |
2,695.3 |
2,774.8 |
|
| S4 |
2,599.7 |
2,636.3 |
2,758.6 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,573.7 |
3,448.8 |
2,876.7 |
|
| R3 |
3,265.2 |
3,140.3 |
2,791.8 |
|
| R2 |
2,956.7 |
2,956.7 |
2,763.6 |
|
| R1 |
2,831.8 |
2,831.8 |
2,735.3 |
2,894.3 |
| PP |
2,648.2 |
2,648.2 |
2,648.2 |
2,679.4 |
| S1 |
2,523.3 |
2,523.3 |
2,678.7 |
2,585.8 |
| S2 |
2,339.7 |
2,339.7 |
2,650.4 |
|
| S3 |
2,031.2 |
2,214.8 |
2,622.2 |
|
| S4 |
1,722.7 |
1,906.3 |
2,537.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,799.0 |
2,501.5 |
297.5 |
10.7% |
107.5 |
3.9% |
97% |
True |
False |
151,344 |
| 10 |
2,799.0 |
2,464.5 |
334.5 |
12.0% |
100.6 |
3.6% |
98% |
True |
False |
150,158 |
| 20 |
2,952.0 |
2,464.5 |
487.5 |
17.5% |
91.9 |
3.3% |
67% |
False |
False |
138,721 |
| 40 |
3,146.0 |
2,464.5 |
681.5 |
24.4% |
95.9 |
3.4% |
48% |
False |
False |
69,936 |
| 60 |
3,435.0 |
2,464.5 |
970.5 |
34.8% |
94.7 |
3.4% |
34% |
False |
False |
47,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,049.8 |
|
2.618 |
2,953.5 |
|
1.618 |
2,894.5 |
|
1.000 |
2,858.0 |
|
0.618 |
2,835.5 |
|
HIGH |
2,799.0 |
|
0.618 |
2,776.5 |
|
0.500 |
2,769.5 |
|
0.382 |
2,762.5 |
|
LOW |
2,740.0 |
|
0.618 |
2,703.5 |
|
1.000 |
2,681.0 |
|
1.618 |
2,644.5 |
|
2.618 |
2,585.5 |
|
4.250 |
2,489.3 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,783.8 |
2,759.5 |
| PP |
2,776.7 |
2,728.0 |
| S1 |
2,769.5 |
2,696.5 |
|